Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52233.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45868.8 Kr¶

PnL: ---------------------------------------> -853.8 Kr¶

DD now: ---------------------------------> -1.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 13:24:55.908721'

Anic Portfolio¶

This Week¶

Return: -1.528 %¶

Total portfolio value¶

Return including deposits: 71.071 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.630000 4519.800000 199.800000 4.630000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.450000 666.400000 27.400000 4.290000 638.999984
NCC B 7 2.170000 659.050000 5.050000 0.770000 653.999997
Nolato B 12 0.650000 649.800000 4.200000 0.650000 645.600000
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
SynAct Pharma 9 -0.560000 641.700000 -3.300000 -0.510000 645.000003
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Addtech B 3 -0.260000 695.400000 -4.600000 -0.660000 699.999999
Sdiptech B 3 0.810000 816.600000 -5.400000 -0.660000 822.000000
Investor B 3 -1.030000 648.750000 -6.750000 -1.030000 655.500000
Addnode Group B 6 -0.960000 742.800000 -7.200000 -0.960000 750.000000
Biotage 4 -1.660000 594.000000 -9.000000 -1.490000 603.000000
Embracer Group B 26 0.420000 652.860000 -9.140000 -1.380000 661.999988
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -1.190000 647.200000 -20.800000 -3.110000 668.000000
Balco Group 39 0.740000 1850.550000 -24.450000 -1.300000 1874.999997
Vitrolife 3 -1.190000 645.600000 -31.400000 -4.640000 677.000001
Lime Technologies 2 1.830000 555.000000 -38.000000 -6.410000 593.000000
Volati 5 -0.930000 535.000000 -39.000000 -6.790000 574.000000
Creades A 7 -7.030000 569.450000 -41.550000 -6.800000 610.999998
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Xvivo Perfusion 3 -2.910000 799.500000 -45.500000 -5.380000 845.000001
Ambea 68 -0.980000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 -1.050000 3467.200000 -77.800000 -2.190000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.100000 3810.000000 -106.000000 -2.710000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45890.520000 -832.080000 -1.62815% 46722.599938

Updated:¶

'2023-06-09 13:22:54.240981'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶